Matthew 3:6 and they were being baptized by him in the Jordan River, as they confessed their sins.

6. And were baptized of him in Jordan, confessing their sins--probably
confessing aloud. This baptism was at once a public seal of their felt
need of deliverance from sin, of their expectation of the coming
Deliverer, and of their readiness to welcome Him when He appeared. The
baptism itself startled, and was intended to startle, them. They were
familiar enough with the baptism of proselytes from heathenism; but
this baptism of Jews themselves was quite new and strange to them.

Brief Summary: John the Baptist came preaching in
the wilderness of Judea, Jesus is baptized, and John sees the
Holy Spirit descending upon him like a dove, and he hears a
voice from heaven saying this is my beloved Son in whom I am
well pleased.

Matthew Chapter 3

Matthew 3:16-17 - And Jesus, when he was baptized, went up
straightway out of the water: and, lo, the heavens were opened
unto him, and he saw the Spirit of God descending like a dove,
and lighting upon him: And lo a voice from heaven, saying, This
is my beloved Son, in whom I am well pleased.

OutlineThe preaching of John the Baptist (Matthew 3:1-6)
John reproves the Pharisees and Sadducees (Matthew 3:7-12)
The baptism of Jesus (Matthew 3:13-17)

Summary1 The King's Herald
13 The King's baptism

Jesus is Baptized
Jesus is baptized, the dove descends, he hears the Father's
voice

Topics for Bible StudyIn Those Days Came
John The Baptist
Preaching
The Wilderness Of Judaea
Repent
The Kingdom Of Heaven Is At Hand
This Is He
Spoken Of By The Prophet Isaiah
The Voice Of One Crying In The Wilderness
Prepare Ye The Way Of The Lord
Make His Paths Straight
John Had His Raiment Of Camel's Hair
Leather Girdle About His Loins
His Meat Was Locusts And Wild Honey
Then Went Out To Him Jerusalem
All Judea
All The Region Round About Jordan
Baptized Of Him In Jordan
Confessing Their Sins
Pharisees And Sadducees
Generation Of Vipers
Who Hath Warned You To Flee From The Wrath To Come
Bring Fruits Meet For Repentance
Do Not Think We Have Abraham To [Our] Father
God Is Able Of These Stones To Raise Up Children Unto Abraham
Axe Is Laid Unto The Root Of The Trees
Every Tree Which Bringeth Not Forth Good Fruit Is Hewn Down
Cast Into The Fire
Baptize You With Water Unto Repentance
He That Cometh After Me Is Mightier Than I
Whose Shoes I Am Not Worthy To Bear
He Shall Baptize You With The Holy Ghost
He Shall Baptize You With Fire
Fan [Is] In His Hand
He Will Throughly Purge His Floor
Gather His Wheat Into The Garner
He Will Burn Up The Chaff With Unquenchable Fire
Then Cometh Jesus From Galilee To Jordan Unto John
To Be Baptized Of Him
John Forbad Him
I Have Need To Be Baptized Of Thee, And Comest Thou To Me
Suffer [It To Be So] Now
Thus It Becometh Us To Fulfil All Righteousness
Jesus, When He Was Baptized, Went Up Straightway Out Of The
Water
The Heavens Were Opened Unto Him
He Saw The Spirit Of God Descending Like A Dove
And Lighting Upon Him
A Voice From Heaven, Saying
This Is My Beloved Son, In Whom I Am Well Pleased

Dove Descending
Painting of a dove descending out of Heaven

Historical BackgroundJohn the Baptist came preaching in the wilderness of
Judea, Jesus is baptized, and John sees the Holy Spirit
descending upon him like a dove, and he hears a voice from
heaven saying this is my beloved Son in whom I am well pleased.

Jesus Written in HebrewThe Name Jesus In Ancient Hebrew Text
"Yeshua" in First Century Hebrew Text. This is how the name
"Jesus" would have been written in ancient Hebrew documents. The
four letters or consonants from right to left are Yod, Shin, Vav,
Ayin (Y, SH, OO, A). Jesus is the Greek name for the Hebrew name
Joshua or Y'shua which means "The LORD or Yahweh is Salvation".

Many Thanks to The British Museum, The Louvre, The Oriental Institute, Dr. Amihai Mazar, Dr. Dan Bahat, Dr. Craig Johnson, Yaacov Kuc, Chuck Smith, Jim Darden, Ron Haaland, The Translators of the KJV, and many others including Jesus, the Word of God.